The aim of the study was to evaluate the effects of a supervised physical training added to a healthy diet-rich in either carbohydrate and fibre (CHO/fibre) or monounsaturated fatty acids (MUFA)-on postprandial dyslipidaemia, an independent cardiovascular risk factor particularly relevant in type 2 diabetes (T2D). Participants were forty-five overweight/obese subjects with T2D, of both genders, in good blood glucose control with diet or diet+metformin, with normal fasting plasma lipids. According to a parallel groups 2 × 2 factorial design, participants were randomized to an 8-week isoenergetic intervention with a CHO/fibre or a MUFA diet, with or without a supervised low-volume aerobic training programme. The main outcome of the study was the incremental area under the curve (iAUC) of lipid concentrations in the plasma chylomicron+VLDL lipoprotein fraction, isolated by preparative ultracentrifugation (NCT01025856). Body weight remained stable during the trial in all groups. Physical fitness slightly improved with training (VO2 peak, 16 ± 4 vs. 15 ± 3 ml/kg/min, M ± SD, p < 0.05). Postprandial triglyceride and cholesterol iAUCs in plasma and chylomicron+VLDL fraction decreased after the CHO/fibre diet, but increased after the MUFA diet with a significant effect for diet by two-way ANOVA (p < 0.05). The addition of exercise training to either dietary intervention did not significantly influence postprandial lipid response. A diet rich in carbohydrates and fibre reduced postprandial triglyceride-rich lipoproteins compared with a diet rich in MUFA in patients with T2D. A supervised low-volume physical training did not significantly influence these dietary effects.